Explicit strong solutions of SPDE's with applications to nonlinear filtering

DOI10.1023/A:1005945915199zbMath0905.60038OpenAlexW1546739571MaRDI QIDQ1387659

Juergen Potthoff, Gjermund Våge, Thomas Deck, Fred Espen Benth

Publication date: 2 February 1999

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1005945915199

zbMATH Keywords

stochastic partial differential equationsnonlinear filteringrandom fields

Mathematics Subject Classification ID

Random fields (60G60) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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